Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387208.3117 | 1279497.6999 | 107710.6117 | 11214559.3457 | 8266755.6578 | 2947803.6879 |
Total P&L (%) | 1387.2083 | 1279.4977 | 107.7106 | 11214.5593 | 8266.7557 | 2947.8037 |
Avg Daily Profit (%) | 0.7653 | 0.7059 | 0.0594 | 0.2612 | 0.2445 | 0.1887 |
Buy And Hold Return (%) | 559.1913 | 559.1913 | 559.1913 | 559.1913 | 559.1913 | 559.1913 |
Max Trade Drawdown | -102449 | -93594 | -63749 | -9725889 | -3406811 | -7191061 |
Profit Factor | 3.6767 | 5.7292 | 1.4348 | 1.4955 | 1.7032 | 1.2711 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 34.7368 | 33.3333 | 36.1702 | 34.7368 | 33.3333 | 36.1702 |
Ratio Avg Win / Avg Loss | 6.9077 | 11.4585 | 2.5321 | 2.8098 | 3.4063 | 2.2431 |
Largest Winning Trade | 652026 | 652026 | 71776 | 7478051 | 4861655 | 7478051 |
Largest Losing Trade | -35476 | -24985 | -35476 | -3005745 | -3005745 | -2244590 |
Avg Bars in Trades | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Winners | 109 | 124 | 95 | 109 | 124 | 95 |
Avg Bars in Losers | 26 | 22 | 29 | 26 | 22 | 29 |
Bars Traded | 5246 | 2730 | 2516 | 5246 | 2730 | 2516 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371785 | 335889 | -282634 | 189662 | 189102 | 90353 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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